The Ethernet cable is connected to an Advance PC, the model is not specified but the motherboard is a GA-H61M-DS2 rev2.2 And it's connected to a Bouygues Telecom box.
In that case, does the Ethernet card/controller appear in your Device Manager (accessible with a right-click on the Start menu) - under the "Network Adapter" section?
Yes, the Wi-Fi works with my phone. I've restarted my computer but not my router. When I connect my Ethernet cable to the router, there is a yellow light, but it goes off 1 second later.